English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

The article is devoted to the construction of explicit one-step numericalmethods with the strong orders of convergence 2.0, 2,5, and 3.0 for Itostochastic differential equations with multidimensional non-commutative noise.We consider the numerical methods based on the unified Taylor-Ito andTaylor-Stratonovich expansions. For numerical modeling of iterated Ito andStratonovich stochastic integrals of multiplicities 1 to 6 we appling themethod of multiple Fourier-Legendre series converging in the sense of norm inHilbert space $L_2([t, T]^k),$ $k=1,\ldots,6$. The article is addressed toengineers who use numerical modeling in stochastic control and for solving thenon-linear filtering problem. The article can be interesting for themathematicians who working in the field of high-order strong numerical methodsfor Ito stochastic differential equations.

Strong Numerical Methods of Orders 2.0, 2.5, and 3.0 for Ito Stochastic  Differential Equations Based on the Unified Stochastic Taylor Expansions and  Multiple Fourier-Legendre Series